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HFGO vs. VUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFGO vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Large Cap Growth ETF (HFGO) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

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HFGO vs. VUG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HFGO
Hartford Large Cap Growth ETF
-10.55%15.52%40.73%42.45%-36.69%-5.15%
VUG
Vanguard Growth ETF
-10.37%19.40%32.69%46.83%-33.16%1.90%

Returns By Period

The year-to-date returns for both investments are quite close, with HFGO having a -10.55% return and VUG slightly higher at -10.37%.


HFGO

1D
4.54%
1M
-4.46%
YTD
-10.55%
6M
-9.96%
1Y
17.12%
3Y*
21.20%
5Y*
10Y*

VUG

1D
4.00%
1M
-5.12%
YTD
-10.37%
6M
-8.73%
1Y
18.30%
3Y*
21.15%
5Y*
11.43%
10Y*
16.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HFGO vs. VUG - Expense Ratio Comparison

HFGO has a 0.60% expense ratio, which is higher than VUG's 0.03% expense ratio.


Return for Risk

HFGO vs. VUG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HFGO
HFGO Risk / Return Rank: 3838
Overall Rank
HFGO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HFGO Sortino Ratio Rank: 4141
Sortino Ratio Rank
HFGO Omega Ratio Rank: 4141
Omega Ratio Rank
HFGO Calmar Ratio Rank: 3737
Calmar Ratio Rank
HFGO Martin Ratio Rank: 3434
Martin Ratio Rank

VUG
VUG Risk / Return Rank: 5050
Overall Rank
VUG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 5454
Sortino Ratio Rank
VUG Omega Ratio Rank: 5353
Omega Ratio Rank
VUG Calmar Ratio Rank: 4949
Calmar Ratio Rank
VUG Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HFGO vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Large Cap Growth ETF (HFGO) and Vanguard Growth ETF (VUG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


HFGOVUGDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.81

-0.11

Sortino ratio

Return per unit of downside risk

1.16

1.31

-0.15

Omega ratio

Gain probability vs. loss probability

1.16

1.18

-0.02

Calmar ratio

Return relative to maximum drawdown

0.93

1.11

-0.18

Martin ratio

Return relative to average drawdown

3.10

3.96

-0.86

HFGO vs. VUG - Sharpe Ratio Comparison

The current HFGO Sharpe Ratio is 0.70, which is comparable to the VUG Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of HFGO and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HFGOVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.81

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.57

-0.38

Correlation

The correlation between HFGO and VUG is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HFGO vs. VUG - Dividend Comparison

HFGO has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.46%.


TTM20252024202320222021202020192018201720162015
HFGO
Hartford Large Cap Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.46%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Drawdowns

HFGO vs. VUG - Drawdown Comparison

The maximum HFGO drawdown since its inception was -44.64%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for HFGO and VUG.


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Drawdown Indicators


HFGOVUGDifference

Max Drawdown

Largest peak-to-trough decline

-44.64%

-50.68%

+6.04%

Max Drawdown (1Y)

Largest decline over 1 year

-18.29%

-16.53%

-1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-35.61%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

Current Drawdown

Current decline from peak

-14.59%

-13.20%

-1.39%

Average Drawdown

Average peak-to-trough decline

-16.62%

-7.13%

-9.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

4.66%

+0.85%

Volatility

HFGO vs. VUG - Volatility Comparison

Hartford Large Cap Growth ETF (HFGO) has a higher volatility of 7.75% compared to Vanguard Growth ETF (VUG) at 7.00%. This indicates that HFGO's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HFGOVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

7.00%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

14.36%

12.65%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

24.53%

22.68%

+1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.16%

22.23%

+3.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.16%

21.38%

+4.78%